+1,631.1%
QLD vs W
+155.0%
+1,476.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | -0.5% |
| 7D | +0.6% | -4.2% | +4.7% | +1.9% |
| 30D | -0.1% | -7.6% | +7.4% | +2.2% |
| 3M | -8.4% | +37.2% | -45.5% | -19.0% |
| 6M | +32.2% | +26.3% | +5.9% | +18.7% |
| YTD | +28.9% | -1.0% | +29.9% | +23.6% |
| 1Y | +43.8% | +20.1% | +23.7% | +26.9% |
| 3Y | +176.6% | +37.8% | +138.8% | +107.4% |
| 5Y | +121.6% | -63.7% | +185.2% | +108.3% |
| All | +1,631.1% | +155.0% | +1,476.1% | +702.9% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded W wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling